FTSE 100 Index Future March 2015

Trading Metrics calculated at close of trading on 05-Jan-2015

Day Change Summary
	Previous	Current
	02-Jan-2015	05-Jan-2015	Change	Change %	Previous Week
Open	6,558.5	6,472.0	-86.5	-1.3%	6,604.5
High	6,559.0	6,519.5	-39.5	-0.6%	6,615.0
Low	6,453.0	6,325.5	-127.5	-2.0%	6,453.0
Close	6,486.5	6,345.5	-141.0	-2.2%	6,486.5
Range	106.0	194.0	88.0	83.0%	162.0
ATR	96.5	103.4	7.0	7.2%	0.0
Volume	69,087	125,245	56,158	81.3%	209,415

Daily Pivots for day following 05-Jan-2015
	Classic	Woodie	Camarilla	DeMark
R4	6,979.0	6,856.0	6,452.0
R3	6,785.0	6,662.0	6,399.0
R2	6,591.0	6,591.0	6,381.0
R1	6,468.0	6,468.0	6,363.5	6,432.5
PP	6,397.0	6,397.0	6,397.0	6,379.0
S1	6,274.0	6,274.0	6,327.5	6,238.5
S2	6,203.0	6,203.0	6,310.0
S3	6,009.0	6,080.0	6,292.0
S4	5,815.0	5,886.0	6,239.0

Weekly Pivots for week ending 02-Jan-2015
	Classic	Woodie	Camarilla	DeMark
R4	7,004.0	6,907.5	6,575.5
R3	6,842.0	6,745.5	6,531.0
R2	6,680.0	6,680.0	6,516.0
R1	6,583.5	6,583.5	6,501.5	6,551.0
PP	6,518.0	6,518.0	6,518.0	6,502.0
S1	6,421.5	6,421.5	6,471.5	6,389.0
S2	6,356.0	6,356.0	6,457.0
S3	6,194.0	6,259.5	6,442.0
S4	6,032.0	6,097.5	6,397.5

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	6,615.0	6,325.5	289.5	4.6%	102.5	1.6%	7%	False	True	66,932
10	6,615.0	6,302.0	313.0	4.9%	92.0	1.4%	14%	False	False	72,968
20	6,700.0	6,068.0	632.0	10.0%	112.5	1.8%	44%	False	False	60,912
40	6,715.0	6,068.0	647.0	10.2%	75.5	1.2%	43%	False	False	30,722
60	6,715.0	6,010.0	705.0	11.1%	70.5	1.1%	48%	False	False	20,551
80	6,766.0	6,010.0	756.0	11.9%	56.5	0.9%	44%	False	False	15,416
100	6,808.5	6,010.0	798.5	12.6%	47.0	0.7%	42%	False	False	12,337
120	6,808.5	6,010.0	798.5	12.6%	40.0	0.6%	42%	False	False	10,286

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	20.3
Widest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	7,344.0
2.618	7,027.5
1.618	6,833.5
1.000	6,713.5
0.618	6,639.5
HIGH	6,519.5
0.618	6,445.5
0.500	6,422.5
0.382	6,399.5
LOW	6,325.5
0.618	6,205.5
1.000	6,131.5
1.618	6,011.5
2.618	5,817.5
4.250	5,501.0

Fisher Pivots for day following 05-Jan-2015
Pivot	1 day	3 day
R1	6,422.5	6,442.0
PP	6,397.0	6,410.0
S1	6,371.0	6,378.0

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These figures are updated between 7pm and 10pm EST after a trading day.

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